Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Pitman Nearness for a Generalized Stein-Rule Estimators of Regression Coefficients

  • R. Karan Singh (Department of Statistic, Lucknow University) ;
  • N. Rastogi (Department of Statistic, Lucknow University)
  • Published : 2002.06.01
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Abstract

A generalized Stein-rule estimator of the vector of regression coefficients in linear regression model is considered and its properties are analyzed according to the criterion of Pitman nearness. A comparative study shows that the generalized Stein-rule estimator representing a class of estimators contains particular members which are better than the usual Stein-rule estimator according to the Pitman closeness.

Keywords

References

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